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Consider a linear model Boxio + B 1 xi 1 + . . . Bpxip + ei where xio = 1 and ei N (

Consider a linear model Boxio + B1xi1+... Bpxip+ ei where xio =1 and ei N(0,Alpha^2/wi). Here wi signals the precision in observatioion i (a)define y1*= square root of wiyi,

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